Pages that link to "Item:Q388889"
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The following pages link to On the optimal stopping of a one-dimensional diffusion (Q388889):
Displayed 13 items.
- Optimal stopping with irregular reward functions (Q734634) (← links)
- On a class of optimal stopping problems for diffusions with discontinuous coefficients (Q930669) (← links)
- Diffusion transformations, Black-Scholes equation and optimal stopping (Q1617159) (← links)
- Optimal variance stopping with linear diffusions (Q1986029) (← links)
- A zero-sum game between a singular stochastic controller and a discretionary stopper (Q2258524) (← links)
- Discretionary stopping of stochastic differential equations with generalised drift (Q2279339) (← links)
- Optimal stopping of one-dimensional diffusions with integral criteria (Q2326007) (← links)
- Optimal exit strategies for investment projects (Q2512665) (← links)
- Optimal Trend Following Trading Rules (Q2806822) (← links)
- On the structure of discounted optimal stopping problems for one-dimensional diffusions (Q3108379) (← links)
- A methodology to assess the economic impact of power storage technologies (Q4561727) (← links)
- On the threshold strategies in optimal stopping problems for diffusion processes (Q4684901) (← links)
- Threshold Strategies in Optimal Stopping Problem for One-Dimensional Diffusion Processes (Q5255339) (← links)